2019-12-19 |
MARKET DATA |
No 244 (3774) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
0,00 |
0,00 |
0 |
1 270,00 |
1 326,78 |
9 |
1 270,00 |
1 326,78 |
9 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0420 |
PL0000108510 |
100,17 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,39 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
103,57 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
98,01 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,45 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,73 |
107,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,55 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
96,03 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
111,09 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,51 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,48 |
108,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
103,00 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
102,11 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,16 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
103,34 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
103,44 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
105,22 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,75 |
132,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
106,10 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
136,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,32 |
114,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,09 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,45 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,85 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,04 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,74 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,87 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,65 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,14 |
100,32 |
1,07 |
0,55 |
100,23 |
0,81 |
OK0720 |
PL0000110375 |
99,37 |
99,56 |
1,08 |
0,75 |
99,47 |
0,91 |
DS1020 |
PL0000106126 |
103,53 |
103,70 |
1,00 |
0,80 |
103,62 |
0,89 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,96 |
1,39 |
1,27 |
100,88 |
1,33 |
OK0521 |
PL0000111274 |
98,00 |
98,20 |
1,43 |
1,29 |
98,10 |
1,36 |
PS0721 |
PL0000109153 |
100,44 |
100,64 |
1,46 |
1,34 |
100,54 |
1,40 |
DS1021 |
PL0000106670 |
107,70 |
107,87 |
1,47 |
1,38 |
107,79 |
1,42 |
PS0422 |
PL0000109492 |
101,54 |
101,72 |
1,57 |
1,49 |
101,63 |
1,53 |
OK0722 |
PL0000112165 |
96,00 |
96,24 |
1,59 |
1,49 |
96,12 |
1,54 |
WS0922 |
PL0000102646 |
111,03 |
111,25 |
1,61 |
1,54 |
111,14 |
1,58 |
WZ1122 |
PL0000109377 |
100,18 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,43 |
102,72 |
1,68 |
1,59 |
102,58 |
1,63 |
IZ0823 |
PL0000105359 |
114,17 |
114,71 |
--- |
--- |
114,44 |
--- |
DS1023 |
PL0000107264 |
108,43 |
108,71 |
1,71 |
1,64 |
108,57 |
1,67 |
WZ0124 |
PL0000107454 |
99,80 |
100,05 |
--- |
--- |
99,93 |
--- |
PS0424 |
PL0000111191 |
102,96 |
103,23 |
1,78 |
1,72 |
103,10 |
1,75 |
WZ0524 |
PL0000110615 |
99,55 |
99,88 |
--- |
--- |
99,72 |
--- |
PS1024 |
PL0000111720 |
102,04 |
102,23 |
1,80 |
1,76 |
102,14 |
1,78 |
WZ0525 |
PL0000111738 |
98,93 |
99,24 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
107,13 |
107,40 |
1,89 |
1,84 |
107,27 |
1,86 |
WZ0126 |
PL0000108817 |
98,63 |
99,02 |
--- |
--- |
98,83 |
--- |
DS0726 |
PL0000108866 |
103,19 |
103,61 |
1,98 |
1,91 |
103,40 |
1,94 |
DS0727 |
PL0000109427 |
103,28 |
103,67 |
2,03 |
1,97 |
103,48 |
2,00 |
WS0428 |
PL0000107611 |
105,18 |
105,49 |
2,07 |
2,03 |
105,34 |
2,04 |
WZ0528 |
PL0000110383 |
97,59 |
98,04 |
--- |
--- |
97,82 |
--- |
WS0429 |
PL0000105391 |
132,70 |
133,24 |
1,89 |
1,84 |
132,97 |
1,87 |
DS1029 |
PL0000111498 |
105,99 |
106,44 |
2,07 |
2,02 |
106,22 |
2,04 |
WZ1129 |
PL0000111928 |
97,38 |
97,89 |
--- |
--- |
97,64 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
100,14 |
100,32 |
1,07 |
0,55 |
100,23 |
0,81 |
OK0720 |
PL0000110375 |
99,37 |
99,56 |
1,08 |
0,75 |
99,47 |
0,91 |
DS1020 |
PL0000106126 |
103,51 |
103,66 |
1,02 |
0,85 |
103,59 |
0,93 |
WZ0121 |
PL0000106068 |
100,42 |
100,62 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,96 |
1,39 |
1,27 |
100,88 |
1,33 |
OK0521 |
PL0000111274 |
97,99 |
98,17 |
1,44 |
1,31 |
98,08 |
1,37 |
PS0721 |
PL0000109153 |
100,44 |
100,63 |
1,46 |
1,34 |
100,54 |
1,40 |
DS1021 |
PL0000106670 |
107,67 |
107,83 |
1,49 |
1,40 |
107,75 |
1,44 |
PS0422 |
PL0000109492 |
101,50 |
101,67 |
1,59 |
1,52 |
101,59 |
1,55 |
OK0722 |
PL0000112165 |
95,97 |
96,19 |
1,60 |
1,51 |
96,08 |
1,56 |
WS0922 |
PL0000102646 |
111,01 |
111,22 |
1,62 |
1,55 |
111,12 |
1,58 |
WZ1122 |
PL0000109377 |
100,18 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,49 |
102,73 |
1,66 |
1,59 |
102,61 |
1,63 |
IZ0823 |
PL0000105359 |
114,24 |
114,74 |
--- |
--- |
114,49 |
--- |
DS1023 |
PL0000107264 |
108,42 |
108,67 |
1,71 |
1,65 |
108,55 |
1,68 |
WZ0124 |
PL0000107454 |
99,81 |
100,12 |
--- |
--- |
99,97 |
--- |
PS0424 |
PL0000111191 |
102,92 |
103,17 |
1,79 |
1,73 |
103,05 |
1,76 |
WZ0524 |
PL0000110615 |
99,55 |
99,88 |
--- |
--- |
99,72 |
--- |
PS1024 |
PL0000111720 |
101,95 |
102,13 |
1,82 |
1,78 |
102,04 |
1,80 |
WZ0525 |
PL0000111738 |
98,97 |
99,28 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
106,99 |
107,25 |
1,92 |
1,87 |
107,12 |
1,89 |
WZ0126 |
PL0000108817 |
98,68 |
98,95 |
--- |
--- |
98,82 |
--- |
DS0726 |
PL0000108866 |
103,03 |
103,45 |
2,00 |
1,93 |
103,24 |
1,97 |
DS0727 |
PL0000109427 |
103,02 |
103,44 |
2,06 |
2,00 |
103,23 |
2,03 |
WS0428 |
PL0000107611 |
104,96 |
105,37 |
2,09 |
2,04 |
105,17 |
2,07 |
WZ0528 |
PL0000110383 |
97,78 |
98,07 |
--- |
--- |
97,93 |
--- |
WS0429 |
PL0000105391 |
132,42 |
132,97 |
1,92 |
1,87 |
132,70 |
1,89 |
DS1029 |
PL0000111498 |
105,79 |
106,07 |
2,09 |
2,06 |
105,93 |
2,08 |
WZ1129 |
PL0000111928 |
97,44 |
97,95 |
--- |
--- |
97,70 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
30 |
PS0422 |
PL0000109492 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
35 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
15 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
30 |
WS0922 |
PL0000102646 |
1/4 |
3 |
0,650 |
0,650 |
0,650 |
10 |
DS0725 |
PL0000108197 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
200 |
DS0726 |
PL0000108866 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
400 |
DS0727 |
PL0000109427 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
400 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
0,650 |
0,650 |
0,650 |
150 |
TOTAL |
1 270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.